For Pittsburgh, both Megabus and Greyhound can have cheap fares to/from both Philadelphia and Harrisburg (probably $20-50 each way) and there are probably 10 buses a day each way between both companies. Amtrak is also an option, and is nicer, but can be a little more expensive ($40-80).

Depending on what you want to see, Pittsburgh public transport is pretty good if you're staying near the center of the city, but getting around the more rural areas is difficult. They've cut back bus service in the past year or so though, but they are still adequate for popular areas of the city.